Composer · investment strategy
by Composer Technologies · via Composer
Monthly AI momentum: from 13 AI‑linked stocks and one AI fund, it buys the 3 with the strongest gains over the past 90 days and splits your money evenly among them, then re-checks next month.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
4 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
No funds
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
0 of 13 funds in its are
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Each month it checks how each of 13 AI‑related choices has done over the last 90 days, picks the 3 that have risen the most, and puts equal money in them for the next month. The list covers big tech platforms (Alphabet/Google, Microsoft, Meta), chip makers (Nvidia, AMD, Intel, ASML), AI software (Snowflake, Palantir), robotics/medical (Intuitive Surgical), EVs (Tesla), China search (Baidu), plus an AI robotics fund (BOTZ).
Monthly AI momentum: from 13 AI‑linked stocks and one AI fund, it buys the 3 with the strongest gains over the past 90 days and splits your money evenly among them, then re-checks next month.
AI momentum with monthly rebalancing delivers higher risk‑adjusted returns than the S&P. Out‑of‑sample Sharpe ~1.78 vs ~1.14 and Calmar ~3.05, capitalizing on AI leaders while keeping risk disciplined.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $79k | 2026-10-11 | |
| Backtest regulatory fees | $10 | 2026-10-11 | |
| Backtest slippage cost | $75 | 2026-10-11 |
| AI categories (Composer) | ai theme, concentrated, equities, momentum, monthly rebalance, technology | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "ASML", "BIDU", "BOTZ", "GOOGL", "INTC", "ISRG", "META", "MSFT", "NVDA", "PLTR", "SNOW", "TSLA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,423 | 2026-10-11 | |
| Out-of-sample length | 437 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 694.03% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 109.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 260.20% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 17.87% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.85% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 148.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 148.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 24.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.05 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.52% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.05 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.84% | 2026-10-11 |
Collective2
Composer Technologies · Composer
